+518.5%
CI vs FANG
+1,373.6%
-855.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | -1.8% | +6.8% | -8.6% | -2.8% |
| 3M | -4.2% | +1.3% | -5.5% | -4.6% |
| 6M | +2.7% | +11.8% | -9.1% | +0.5% |
| YTD | +1.9% | +35.1% | -33.2% | -3.3% |
| 1Y | -6.3% | +48.9% | -55.2% | -12.5% |
| 3Y | +3.9% | +42.8% | -39.0% | -4.4% |
| 5Y | +41.9% | +230.3% | -188.4% | +11.3% |
| 10Y | +140.4% | +167.0% | -26.6% | +68.8% |
| All | +518.5% | +1,373.6% | -855.1% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling